PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-04-03 23:41:17.041245+00:00 (UTC)
In US/Central Time, this is 2024-04-03 18:41:17.041245-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.896010 -0.472501 0.087296 -0.011003 0.544454 0.254029
1997-01-03 -0.884298 -0.472501 -0.154554 0.004486 0.744099 0.204841
1997-01-06 -0.880395 -0.472501 -0.063108 -0.018747 0.776987 0.268823
1997-01-07 -0.880395 -0.451695 -0.128083 -0.049724 0.836633 0.382508
1997-01-08 -0.892106 -0.451695 -0.020995 -0.088446 0.784651 0.495800
... ... ... ... ... ... ...
2024-03-29 -0.872587 -1.471204 -0.890935 1.793437 0.763775 0.268431
2024-03-31 -0.860876 -1.471204 -0.890935 1.793437 0.742216 0.268431
2024-04-01 -0.872587 -1.471204 -0.813928 1.793437 0.762487 0.717822
2024-04-02 -0.829645 -1.419188 -0.698417 1.615316 0.707670 0.818187
2024-04-03 -0.829645 -1.398381 -0.698417 1.615316 0.665922 0.818187

7202 rows × 6 columns

../../_images/149c8fbd671fc72a636f0d1b1b071e31c3512aad20b0fe011416837ede4e1e78.png
pc1
DATE
1997-01-02   -0.574723
1997-01-03   -0.680729
1997-01-06   -0.663667
1997-01-07   -0.699978
1997-01-08   -0.669679
                ...   
2024-03-29   -1.591599
2024-03-31   -1.582844
2024-04-01   -1.636482
2024-04-02   -1.535563
2024-04-03   -1.520938
Name: PC1, Length: 7202, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/72f062ddd418d22b95b5f93e83374178f95d34315e135e3be7b6a20bb0983ac8.png
fig = px.line(pc1)
fig.show()
../../_images/df32bd23c668670344139145786be06d5960bb695f77c10746bc11aae165ffa2.png